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Results: 91
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    Laeven, R. J. A. (2005). Worst VaR scenarios: a remark. (ACT working paper). University of Amsterdam, Dept. of Quantitative Economics, Actuarial Science. http://aimsrv1.fee.uva.nl/koen/attachme.nsf/view/9D446C16F4D08175C1256D39004E9FED/$file/Worst%20VaR%20Scenarios%20Extension1IME.pdf
  • Laeven, R. J. A., Goovaerts, M. J., & Hoedemakers, T. (2004). Some asymptotic results for sums of depedant random variables with actuarial applications. In Proceedings of the 8th International IME conference
  • Laeven, R. J. A., & Sugihartono, T. (2004). De Extreme Waarde van Extreme Waarde Theorie. Actuaris, (maart).
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A Comonotonic Image of Independence for Additive Risk Measures. Insurance: Mathematics & Economics, 35(3), 581-594. https://doi.org/10.1016/j.insmatheco.2004.07.005
  • Laeven, R. J. A., & Goovaerts, M. J. (2004). An Optimization Approach to the Dynamic Allocation of Economic Capital. Insurance: Mathematics & Economics, 35(2), 299-319. https://doi.org/10.1016/j.insmatheco.2004.04.002
  • Dhaene, J. L. M., Laeven, R. J. A., Vanduffel, S., Darkiewicz, G., & Goovaerts, M. J. (2004). Can a cohorent risk measure be too subadditive? In Proceedings of the 14th International AFIR Conference
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A comonotonic image of independence for additive risk measures. In Proceedings of the 3rd conference in Actuarial Science and Finance
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A comonotonic image of independence for additive risk measures. In Proceedings of the 8th International IME conference
  • Goovaerts, M. J., van den Borre, E., & Laeven, R. J. A. (2004). Managing economic and virtual economic capital within financial conglomerates. In Proceedings of the 35th International ASTIN Conference
  • Laeven, R. J. A. (2002). Catastrofe derivaten: een alternatief voor traditionele herverzekering? Actuaris, november.
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